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Cary Chi‐Liang Tsai

Observed names: Cary Chi-Liang Tsai, Cary Chi-liang Tsai, Cary Chi-liang Tsai A, Cary Chi‐liang Tsai
OpenAlex ID: A5102235402
A generalized defective renewal equation for the surplus process perturbed by diffusion
2002 · Cary Chi-Liang Tsai, Gordon E. Willmot · Insurance Mathematics and Economics · 111
Collective Risk Theory
2004 · Cary Chi‐Liang Tsai · Encyclopedia of Actuarial Science · 81
On the discounted distribution functions of the surplus process perturbed by diffusion
2001 · Cary Chi-Liang Tsai · Insurance Mathematics and Economics · 48
On the expectations of the present values of the time of ruin perturbed by diffusion
2003 · Cary Chi-Liang Tsai · Insurance Mathematics and Economics · 41
The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
2007 · Yi Lu, Cary Chi-Liang Tsai · North American Actuarial Journal · 37
On the moments of the surplus process perturbed by diffusion
2002 · Cary Chi-Liang Tsai, Gordon E. Willmot · Insurance Mathematics and Economics · 32
On the mortality/longevity risk hedging with mortality immunization
2013 · Tzuling Lin, Cary Chi-Liang Tsai · Insurance Mathematics and Economics · 30
Age-specific copula-AR-GARCH mortality models
2015 · Tzuling Lin, Chou-Wen Wang, et al. · Insurance Mathematics and Economics · 26
Applications of Mortality Durations and Convexities in Natural Hedges
2014 · Tzuling Lin, Cary Chi-Liang Tsai · North American Actuarial Journal · 23
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
2016 · Cary Chi-Liang Tsai, Tzuling Lin · Scandinavian Actuarial Journal · 22
Actuarial applications of the linear hazard transform in mortality immunization
2013 · Cary Chi-Liang Tsai, San-Lin Chung · Insurance Mathematics and Economics · 21
A Linear Regression Approach to Modeling Mortality Rates of Different Forms
2014 · Cary Chi-Liang Tsai, Shuai Yang · North American Actuarial Journal · 20
A Bühlmann Credibility Approach to Modeling Mortality Rates
2017 · Cary Chi-Liang Tsai, Tzuling Lin · North American Actuarial Journal · 19
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
2016 · Xiaoqing Liang, Cary Chi-Liang Tsai, et al. · Insurance Mathematics and Economics · 16
On the discounted distribution functions for the Erlang(2) risk process
2004 · Cary Chi-Liang Tsai, Li-juan Sun · Insurance Mathematics and Economics · 15
Incorporating statistical clustering methods into mortality models to improve forecasting performances
2021 · Cary Chi-Liang Tsai, Echo Sihan Cheng · Insurance Mathematics and Economics · 13
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A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
2019 · Cary Chi-Liang Tsai, Ying Zhang · Scandinavian Actuarial Journal · 11
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Actuarial applications of the linear hazard transform in life contingencies
2011 · Cary Chi-Liang Tsai, Lingzhi Jiang · Insurance Mathematics and Economics · 11
On the stop-loss transform and order for the surplus process perturbed by diffusion
2006 · Cary Chi-Liang Tsai · Insurance Mathematics and Economics · 9
Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
2020 · Cary Chi-Liang Tsai, Adelaide Di Wu · Insurance Mathematics and Economics · 8
A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates
2015 · Tzuling Lin, Cary Chi‐liang Tsai · Journal of Forecasting · 8
On a multi-threshold compound Poisson process perturbed by diffusion
2009 · Ilie-Radu Mitric, Kristina P. Sendova, et al. · Statistics & Probability Letters · 8
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion
2009 · Cary Chi-Liang Tsai, Yi Lu · Scandinavian Actuarial Journal · 7
On the ordering of ruin probabilities for the surplus process perturbed by diffusion
2008 · Cary Chi-Liang Tsai · Scandinavian Actuarial Journal · 7
Hierarchical Bayesian modeling of multi-country mortality rates
2021 · Tzuling Lin, Cary Chi-Liang Tsai · Scandinavian Actuarial Journal · 6
Works count: 45
Citation count: 672
H-index: 15
I10-index: 18
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